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When you see Thierry Henry play, you assume some deity made him. The two highest arts in football are dribbling and scoring, and the Frenchman, almost uniquely, has mastered both. If his Arsenal beat Barcelona in the Champions League final in his hometown of Paris on Wednesday, it will be very largely Henry’s cup. Yet listen to him talk about the craft of football and it becomes clear that he considers himself a “made” footballer.

Henry’s road to Wednesday’s final began 28 years ago on the other side of Paris, in the satellite town of Les Ulis. There his father, a security guard from Guadeloupe, taught him perfectionism. In the French newspaper L’Équipe Henry recalled their post-match conversations: “Dad! I scored!” “Yeah, but you didn’t play well.” “Dad, I scored and I played well.” “Yeah, but you didn’t give an assist.”

His father wanted him to be perfect. By the time Henry left Les Ulis, he wasn’t. He couldn’t head and, more importantly, he was soft. “I had the mentality of the suburb,” he says. “I liked messing about with the ball, doing little technical tricks. The idea I had of football was: the good players mess about with the ball, the bad ones kick you.”

He was a winger who could dribble when Arsène Wenger, then Monaco’s manager, gave him his debut at 17. But a teammate, Youri Djorkaeff, told Henry: “When you have the ball, I wouldn’t say it’s your ball. You have it, you run but I’m not afraid of you. If I want to take it, I’m sure I can.” Thereafter Henry decided that when he dribbled it would be “my ball, my property”.

He joined Juventus in Italy but flopped. When he fled to Arsenal aged 21, he was just a pretty winger averaging two goals every 10 games. In England he became a centre-forward who averages seven every 10. To make that leap took study.

His good fortune was to re-encounter Wenger in London. The Alsatian is a rare manager who can improve world-class players. A student of autobiographies, Wenger believes that greatness ensues only when a talent meets someone “who taps him on the shoulder and says, ‘I believe in you!’ ” Wenger had already converted the midfielder Lilian Thuram into a great defender and transformed defender Emmanuel Petit into a great midfielder. Now he decided Henry was really a centre-forward.

Henry was keen to learn. Soon after joining Arsenal, he sat in the stands at a benefit match watching the club’s last great centre-forward, Ian Wright. Henry reasoned: “Wright isn’t taller than me, not quicker, not more robust, but he does score more goals. There must be something he does better than me. Then I started to observe him closely and saw that whatever he did, he did with total effort. If he asked for the ball, he went for it 100 per cent, and not 50 per cent while thinking, ‘I won’t get that ball.’ ”

If Wright taught Henry intensity, the Premiership taught him to use his size. Meanwhile he kept honing his gifts every day. Last August I watched him train with the French team at Clairefontaine, a few kilometres from Les Ulis. Henry and Sylvain Wiltord played a game of “tennis football” – kicking the ball back and forth over the net – against two French teammates as if it were the World Cup final. There were screams, disputes over points, dives for impossible balls, hugs, a huge English “Yes!” from Henry when a point was won and a kiss for the ball when victory was secured.

Wenger’s maxim is: “Work on your strong points because they are what made you.” So instead of wasting time on his weaknesses, such as heading, Henry has refined the art of beating a man. “When I’m at full pace and my stride is right, nobody comes near me,” he says. “Sometimes I outpace a defender with the ball at my feet.”

After his two goals against Switzerland at Euro 2004, I asked the Swiss keeper Jörg Stiehl what set Henry apart. Stiehl explained that when most players shoot, they are so busy looking at the ball and their opponents that they barely see the goal. But Henry has perfect control of the ball while at top pace. “He has time to look up and see where you are,” said Stiehl. That’s why Henry seldom needs to shoot hard. Usually he gently places the ball beyond the keeper’s reach. His characteristic strike - coming from the left, he scores with the inside of his right foot – was honed daily after training sessions at Monaco.

Because Henry made himself, he realises that his career might never have happened. He obsessively watches lower-division football on television and in those players he sees himself. “The other day I watched Angers v Amiens [in France’s second division]. It wasn’t bad,” he told L’Équipe. “I look for good players. Sometimes I see guys and I say to myself, ‘What are they doing in the second division?’ During Saint Etienne v Nice I saw Nicolas Marin, on loan from Auxerre, and I wonder why he didn’t get his chance there. A career is decided by practically nothing. For me, it’s like a mark of respect to watch those guys.”

Last autumn he broke Ian Wright’s record of 185 goals for Arsenal. He is now at the summit of football. Perhaps his zenith came during Arsenal’s demolition of Fulham in March, when he not only scored twice but at half-time separated two Fulham players who were fighting among themselves.

Yet no achievement satisfies him. Henry compares himself with the donkey forever chasing the carrot. “At home after a game, I remember only the mistakes. I have flashbacks: I should have passed that ball to the right instead of keeping it. Then I hate myself.”

Arsenal pray he won’t leave after Wednesday’s final. But given his belief in lifetime learning, he will probably join the world’s best football team, Barcelona.